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ccling · 2020年02月10日

问一道题：NO.PZ2015122802000043 [ CFA I ]

  1. CFA I
  2. Equity

老师，这里为什么直接用arithmetic mean计算，为什么不是用geometric mean呢？

问题如下图：

选项：

A.

B.

C.

解释：

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1 个答案

maggie_品职助教 · 2020年02月11日

几何平均是算多期的平均收益率，算数平均才是计算单期的平均收益率。而这道题是让你计算一个投资期下的收益率所以使用算数平均。


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NO.PZ2015122802000043问题如下analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie: The prireturn of the inx is:A.1.7%.B.5.0%.C.11.4%. is correct.The prireturn is the sum of the weightereturns of easecurity. The return of Able is 20 percent [(12 – 10)/10]; of Baker is –5 percent [(19 – 20)/20]; anof Charlie is 0 percent [(30 – 30)/30]. The prireturn inx assigns a weight of 1/3 to eaasset; therefore, the prireturn is 1/3 × [20% + (–5%) + 0%] = 5%.考点Metho of inx construction这道题让我们计算的是等权重构建方法下的指数的prireturn，所以我们首先要区分prireturn和totreturn，计算prireturn不需要包括期间的收益即股息。第二，这里是等权重的构建方法，等权重相当于每只股票买了相同的金额，那么我们就先计算每种股票的收益率再除以股票种类。 跟三个en起来减去三个begin除以三个begin有什么区别

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